Generalized Poisson functionals
From MaRDI portal
Recommendations
Cites work
- A new class of generalized nonlinear functionals of white noise with application to random integral equations∗
- Brownian functionals and applications
- Calculus on Gaussian white noise. I
- Generalized Brownian functionals and the Feynman integral
- Generalized multiple Wiener integrals
- scientific article; zbMATH DE number 3673243 (Why is no real title available?)
- scientific article; zbMATH DE number 3740502 (Why is no real title available?)
- scientific article; zbMATH DE number 3754528 (Why is no real title available?)
- scientific article; zbMATH DE number 3780308 (Why is no real title available?)
- scientific article; zbMATH DE number 3806645 (Why is no real title available?)
- scientific article; zbMATH DE number 3336407 (Why is no real title available?)
- scientific article; zbMATH DE number 3195732 (Why is no real title available?)
- scientific article; zbMATH DE number 3195735 (Why is no real title available?)
- scientific article; zbMATH DE number 3037624 (Why is no real title available?)
- Identification of nonlinear systems using random impulse train inputs
- Multiple Wiener integral
- Orthogonal functionals of the Poisson process
- Stationary Stochastic Processes. (MN-8)
- The Evaluation of the Collision Matrix
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- Wiener analysis of nonlinear systems using Poisson-Charlier crosscorrelation
Cited in
(54)- The Segal-Bargmann transform for Lévy functionals
- Ergodic properties of stationary Poisson sequences
- Poisson infinite-dimensional analysis as an example of analysis related to generalized translation operators
- Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
- Random permanents and symmetric statistics
- Wick calculus on spaces of generalized functions of compound Poisson white noise
- On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information
- Convergence theorems for operators sequences on functionals of discrete-time normal martingales
- Analysis of generalized Lévy white noise functionals
- On the relations between Poissonian white noise analysis and harmonic analysis on configuration spaces
- Invariance of Poisson measures under random transformations
- Poisson stochastic integration in Hilbert spaces.
- Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
- Stochastic differential games in insider markets via Malliavin calculus
- Mittag-Leffler analysis. I: Construction and characterization
- Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
- Quantum Pascal white noise fields
- Mixing of Poisson random measures under interacting transformations
- A characterization of operators on functionals of discrete-time normal martingales
- Uniqueness of decompositions of Skorohod-semimartingales
- A mean-field stochastic maximum principle via Malliavin calculus
- Malliavin calculus for product measures on ℝℕ based on chaos
- Analytical functionals and application to Poissonian and harmonic analysis
- Pascal white noise calculus
- UNITARY REPRESENTATIONS OF THE WITT AND sl(2, ℝ)-ALGEBRAS THROUGH RENORMALIZED POWERS OF THE QUANTUM PASCAL WHITE NOISE
- Nuclear realization of Virasoro-Zamolodchikov-w_ -Lie algebras through the renormalized higher powers of quantum Meixner white noise
- Calculus on Gaussian and Poisson white noises
- scientific article; zbMATH DE number 4092497 (Why is no real title available?)
- Girsanov identities for Poisson measures under quasi-nilpotent transformations
- POISSON MEASURE AS THE SPECTRAL MEASURE OF JACOBI FIELD
- THE LÉVY LAPLACIAN ACTING ON POISSON NOISE FUNCTIONALS
- Characterization theorems for generalized functionals of discrete-time normal martingale
- Integral representation of generalized grey Brownian motion
- Correlation of clusters: partially truncated correlation functions and their decay
- Simplicial homology of random configurations
- On the Poisson integrals representation in the classical statistical mechanics of continuous systems
- Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator
- Martingale representation for Poisson processes with applications to minimal variance hedging
- Connections and curvature in the Riemannian geometry of configuration spaces
- Mittag-Leffler analysis. II: Application to the fractional heat equation.
- Stochastic analysis for vector-valued generalized grey Brownian motion
- Stochastic Analysis for Poisson Processes
- Combinatorics of Poisson Stochastic Integrals with Random Integrands
- Noncommutative quantum decomposition of Gegenbauer white noise process
- Generalized weighted number operators on functionals of discrete-time normal martingales
- Bochner integration of operator-valued functions in terms of discrete-time normal martingales
- A biorthogonal approach to the infinite dimensional fractional Poisson measure
- Stochastic quantization of laser propagation models
- Characterization and analysis of generalized grey incomplete gamma noise
- Generalized Wright analysis in infinite dimensions
- The product formula of multiple stochastic integrals with respect to the Poisson space noise
- Poisson process Fock space representation, chaos expansion and covariance inequalities
- Convergence theorems for generalized functional sequences of discrete-time normal martingales
- The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes
This page was built for publication: Generalized Poisson functionals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1822130)
